Cut the sausage into thirds and remove the casing.
Cut the onions into small cubes.
Melt butter or clarified butter in a pan over medium heat.
Add the onions and cook, stirring occasionally, until golden brown, about 3-4 minutes.
Make a deep lengthwise cut into each sausage piece (about 3/4 of the way through) to create a pocket.
Divide the cooked onions equally among the three sausage pieces, filling each pocket.
Top each sausage piece with one slice of cheese.
Preheat oven to 175°C (347°F) and bake the sausage pieces on a baking sheet for 2-3 minutes until the cheese melts, or place on a microwave-safe plate and microwave for 30-45 seconds until melted.